the exhchange (e.g. NYSE) adjusts the order by the dividend amount on the ex-date, unless there is an explicit flag asking it not to. you can...
dyson, i don't see end of day historical data there. (in any downloadable form.) where do you look exactly?
Any ideas where I can obtain historical data for end-of-day NAVs for all US-listed ETFs? How about intraday IIVs?
btw, i think the reason they want to take this video down is because it is downright embarassing. when the "chief economist" presents his...
anyone know how to download the video from the chinese website?
Yeah, IB does support stock combos, but using limit orders on them for day trading does not work well in my experience as IB waits for the limit...
This features should be relatively simple to implement if you have programming experience.
the difference between bull and bear markets is that bear markets have higher volatility which helps statarb, and the lower volatility in bull...
Another reason for your underperformance in live trading could be that with the furious rally that has been underway, stat-arb has underperformed...
To those who trade (equity or any non-exchange) spreads using IB: I am wondering what you use for your order execution. Are there any good...
i also mostly trade intraday pairs.
how big is ptfinder? does anyone have any idea how many subscribers (roughly speaking, order of magnitude guess) they have? Are there any...
I was describing something I had already done. Maybe rudimentary, but very useful for me. If you use ptfinder, what are the features you find...
Separate names with a comma.